Vanguard Russell 2000 Growth AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.25% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0217 | -4.50 | |
| 0.0811 | 30.78 | |
| 0.8866 | 302.69 | |
| 1.0581 | 27.26 |
Estimation Period:
Sep 22, 2010 to Feb 6, 2026
Sep 22, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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